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LavaCvxr: Lava Estimation for the Sum of Sparse and Dense Signals(3 Methods)
The lava estimation is used to recover signals that is the sum of a sparse signal and a dense signal. The post-lava method corrects the shrinkage bias of lava. For more information on the lava estimation, see Chernozhukov, Hansen, and Liao (2017) <doi:10.1214/16-AOS1434>.
Getting started
Browse package contents
Package details |
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| Author | Victor Chernozhukov [aut, cre], Christian Hansen [aut, cre], Yuan Liao [aut, cre], Jaeheon Jung [ctb, cre], Yang Liu [ctb, cre] |
| Maintainer | Yang Liu <yl1241@economics.rutgers.edu> |
| License | GPL-2 |
| Version | 1.0.2 |
| Package repository | View on CRAN |
| Installation |
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